+287.2%
PFGC vs SSNC
+169.0%
+118.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.0% |
| 7D | -4.8% | -6.7% | +1.9% | -0.1% |
| 30D | -17.2% | -0.8% | -16.4% | -16.9% |
| 3M | -6.3% | +16.1% | -22.4% | -16.9% |
| 6M | +8.8% | +7.9% | +0.9% | +0.9% |
| YTD | +4.9% | -8.7% | +13.6% | +8.5% |
| 1Y | -9.5% | -9.5% | 0.0% | -6.4% |
| 3Y | +59.6% | +47.7% | +11.9% | +9.7% |
| 5Y | +113.5% | +17.6% | +95.9% | +72.7% |
| All | +287.2% | +169.0% | +118.2% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling